+8,438.8%
USB vs AME
+18,709.1%
-10,270.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -1.3% | -6.7% | +5.4% | +1.5% |
| 3M | +15.2% | +4.1% | +11.2% | +13.0% |
| 6M | +18.8% | +1.6% | +17.3% | +17.5% |
| YTD | +21.0% | +16.1% | +4.9% | +13.0% |
| 1Y | +34.0% | +27.3% | +6.7% | +20.3% |
| 3Y | +95.3% | +50.9% | +44.5% | +63.0% |
| 5Y | +40.4% | +81.4% | -41.0% | +8.5% |
| 10Y | +107.3% | +417.0% | -309.6% | +10.3% |
| All | +8,438.8% | +18,709.1% | -10,270.3% | +2,026.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling